Subharmonic function

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In mathematics, subharmonic and superharmonic functions are important classes of functions used extensively in partial differential equations, complex analysis and potential theory.

Intuitively, subharmonic functions are related to convex functions of one variable as follows. If the graph of a convex function and a line intersect at two points, then the graph of the convex function is below the line between those points. In the same way, if the values of a subharmonic function are no larger than the values of a harmonic function on the boundary of a ball, then the values of the subharmonic function are no larger than the values of the harmonic function also inside the ball.

Superharmonic functions can be defined by the same description, only replacing "no larger" with "no smaller". Alternatively, a superharmonic function is just the negative of a subharmonic function, and for this reason any property of subharmonic functions can be easily transferred to superharmonic functions.

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[edit] Formal definition

Formally, the definition can be stated as follows. Let G be a subset of the Euclidean space {\mathbb{R}}^n and let

\varphi \colon G \to {\mathbb{R}} \cup \{ - \infty \}

be an upper semi-continuous function. Then, \varphi is called subharmonic if for any closed ball \overline{B(x,r)} of centre x and radius r contained in G and every real-valued continuous function h on \overline{B(x,r)} that is harmonic in B(x,r) and satisfies \varphi(x) \leq h(x) for all x on the boundary \partial B(x,r) of B(x,r) we have \varphi(x) \leq h(x) for all x \in B(x,r).

Note that by the above, the function which is identically −∞ is subharmonic, but some authors exclude this function by definition.

[edit] Properties

\Delta \phi \ge 0 on G
where Δ is the Laplacian.
  • The maximum of a subharmonic function cannot be achieved in the interior of its domain unless the function is constant, this is the so-called maximum principle.

[edit] Subharmonic functions in the complex plane

Subharmonic functions are of a particular importance in complex analysis, where they are intimately connected to holomorphic functions.

One can show that a real-valued, continuous function \varphi of a complex variable (that is, of two real variables) defined on a set G\subset C is subharmonic if and only if for any closed disc D(z,r) \subset G of center z and radius r one has

\varphi(z) \leq \frac{1}{2\pi} \int_0^{2\pi} \varphi(z+ r e^{i\theta}) d\theta.

Intuitively, this means that a subharmonic function is at any point no greater than the average of the values in a circle around that point, a fact which can be used to derive the maximum principle.

If f is a holomorphic function, then

\varphi(z) = \log \left| f(z) \right|

is a subharmonic function if we define the value of \varphi(z) at the zeros of f to be −∞.

In the context of the complex plane, the connection to the convex functions can be realized as well by the fact that a subharmonic function f on a domain G\subset\mathbb{C} that is constant in the imaginary direction is convex in the real direction and vice versa.

[edit] See also

[edit] References

  • John B. Conway. Functions of One Complex Variable I. Springer-Verlag, New York, New York, 1978.
  • Steven G. Krantz. Function Theory of Several Complex Variables, AMS Chelsea Publishing, Providence, Rhode Island, 1992.
  • Doob, Joseph Leo (1984). Classical Potential Theory and Its Probabilistic Counterpart. Berlin Heidelberg New York: Springer-Verlag. ISBN 3-540-41206-9. 

This article incorporates material from Subharmonic and superharmonic functions on PlanetMath, which is licensed under the GFDL.

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